☆ 4.1 Article

Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions

ADVANCES IN APPLIED PROBABILITY (2010)

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ADVANCES IN APPLIED PROBABILITY
Volume 42, Issue 01, Pages 158-182

Publisher

Cambridge University Press (CUP)
DOI: 10.1239/aap/1269611148

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Statistics & Probability

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